Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/doc/tutorial.cpp b/doc/tutorial.cpp
new file mode 100644
index 0000000..62be7c2
--- /dev/null
+++ b/doc/tutorial.cpp
@@ -0,0 +1,62 @@
+#include <Eigen/Array>
+
+int main(int argc, char *argv[])
+{
+  std::cout.precision(2);
+
+  // demo static functions
+  Eigen::Matrix3f m3 = Eigen::Matrix3f::Random();
+  Eigen::Matrix4f m4 = Eigen::Matrix4f::Identity();
+
+  std::cout << "*** Step 1 ***\nm3:\n" << m3 << "\nm4:\n" << m4 << std::endl;
+
+  // demo non-static set... functions
+  m4.setZero();
+  m3.diagonal().setOnes();
+  
+  std::cout << "*** Step 2 ***\nm3:\n" << m3 << "\nm4:\n" << m4 << std::endl;
+
+  // demo fixed-size block() expression as lvalue and as rvalue
+  m4.block<3,3>(0,1) = m3;
+  m3.row(2) = m4.block<1,3>(2,0);
+
+  std::cout << "*** Step 3 ***\nm3:\n" << m3 << "\nm4:\n" << m4 << std::endl;
+
+  // demo dynamic-size block()
+  {
+    int rows = 3, cols = 3;
+    m4.block(0,1,3,3).setIdentity();
+    std::cout << "*** Step 4 ***\nm4:\n" << m4 << std::endl;
+  }
+
+  // demo vector blocks
+  m4.diagonal().block(1,2).setOnes();
+  std::cout << "*** Step 5 ***\nm4.diagonal():\n" << m4.diagonal() << std::endl;
+  std::cout << "m4.diagonal().start(3)\n" << m4.diagonal().start(3) << std::endl;
+
+  // demo coeff-wise operations
+  m4 = m4.cwise()*m4;
+  m3 = m3.cwise().cos();
+  std::cout << "*** Step 6 ***\nm3:\n" << m3 << "\nm4:\n" << m4 << std::endl;
+
+  // sums of coefficients
+  std::cout << "*** Step 7 ***\n m4.sum(): " << m4.sum() << std::endl;
+  std::cout << "m4.col(2).sum(): " << m4.col(2).sum() << std::endl;
+  std::cout << "m4.colwise().sum():\n" << m4.colwise().sum() << std::endl;
+  std::cout << "m4.rowwise().sum():\n" << m4.rowwise().sum() << std::endl;
+
+  // demo intelligent auto-evaluation
+  m4 = m4 * m4; // auto-evaluates so no aliasing problem (performance penalty is low)
+  Eigen::Matrix4f other = (m4 * m4).lazy(); // forces lazy evaluation
+  m4 = m4 + m4; // here Eigen goes for lazy evaluation, as with most expressions
+  m4 = -m4 + m4 + 5 * m4; // same here, Eigen chooses lazy evaluation for all that.
+  m4 = m4 * (m4 + m4); // here Eigen chooses to first evaluate m4 + m4 into a temporary.
+                       // indeed, here it is an optimization to cache this intermediate result.
+  m3 = m3 * m4.block<3,3>(1,1); // here Eigen chooses NOT to evaluate block() into a temporary
+    // because accessing coefficients of that block expression is not more costly than accessing
+    // coefficients of a plain matrix.
+  m4 = m4 * m4.transpose(); // same here, lazy evaluation of the transpose.
+  m4 = m4 * m4.transpose().eval(); // forces immediate evaluation of the transpose
+
+  std::cout << "*** Step 8 ***\nm3:\n" << m3 << "\nm4:\n" << m4 << std::endl;
+}